+201.2%
ABT vs EMR
+274.4%
-73.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.4% |
| 7D | -5.0% | -1.2% | -3.8% | -4.7% |
| 30D | -5.8% | -9.4% | +3.6% | -3.3% |
| 3M | +16.7% | +8.6% | +8.2% | +13.6% |
| 6M | -5.2% | +6.7% | -11.9% | -7.7% |
| YTD | -16.0% | +13.1% | -29.0% | -20.0% |
| 1Y | -18.3% | +12.7% | -31.0% | -22.3% |
| 3Y | +9.2% | +58.1% | -48.8% | -9.8% |
| 5Y | -11.6% | +63.6% | -75.2% | -28.9% |
| All | +201.2% | +274.4% | -73.1% | +76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded EMR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling